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Daniel Felix Ahelegbey

Personal Details

First Name:Daniel Felix
Middle Name:
Last Name:Ahelegbey
Suffix:
RePEc Short-ID:pah131
[This author has chosen not to make the email address public]
https://sites.google.com/site/danielfelixahey/home
Terminal Degree:2015 Dipartimento di Economia; Università Ca' Foscari Venezia (from RePEc Genealogy)

Affiliation

Economics Department
University of Essex

Colchester, United Kingdom
https://www.essex.ac.uk/departments/economics
RePEc:edi:edessuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Daniel Felix Ahelegbey & Paola Cerchiello & Roberta Scaramozzino, 2021. "Network Based Evidence of the Financial Impact of Covid-19 Pandemic," DEM Working Papers Series 198, University of Pavia, Department of Economics and Management.
  2. Fatemeh Mojtahedi & Seyed Mojtaba Mojaverian & Daniel Felix Ahelegbey & Paolo Giudici, 2020. "Tail Risk Transmission: A Study of Iran Food Industry," DEM Working Papers Series 189, University of Pavia, Department of Economics and Management.
  3. Daniel Felix Ahelegbey & Emmanuel Senyo Fianu & Luigi Grossi, 2020. "Modeling Risk Contagion in the Italian Zonal Electricity Market," DEM Working Papers Series 182, University of Pavia, Department of Economics and Management.
  4. Daniel Felix Ahelegbey, 2020. "A Statistical Measure of Global Equity Market Risk," DEM Working Papers Series 194, University of Pavia, Department of Economics and Management.
  5. Daniel Felix Ahelegbey & Paolo Giudici & Fatemeh Mojtahedi, 2020. "Tail Risk Measurement In Crypto-Asset Markets," DEM Working Papers Series 186, University of Pavia, Department of Economics and Management.
  6. Daniel Felix Ahelegbey & Paolo Giudici, 2020. "Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises," DEM Working Papers Series 188, University of Pavia, Department of Economics and Management.
  7. Daniel Felix Ahelegbey & Oyakhilome Wallace Ibhagui, 2020. "Interconnected Deviations from Covered Interest Parity," DEM Working Papers Series 191, University of Pavia, Department of Economics and Management.
  8. Daniel Felix Ahelegbey & Luis Carvalho & Eric D. Kolaczyk, 2020. "A Bayesian Covariance Graph And Latent Position Model For Multivariate Financial Time Series," DEM Working Papers Series 181, University of Pavia, Department of Economics and Management.
  9. Daniel Felix Ahelegbey & Paolo Giudici & Shatha Qamhieh Hashem, 2020. "Network VAR models to Measure Financial Contagion," DEM Working Papers Series 178, University of Pavia, Department of Economics and Management.
  10. Arianna Agosto & Daniel Felix Ahelegbey, 2020. "Default count-based network models for credit contagion," DEM Working Papers Series 180, University of Pavia, Department of Economics and Management.
  11. Daniel Felix Ahelegbey & Paolo Giudici, 2020. "NetVIX - A Network Volatility Index of Financial Markets," DEM Working Papers Series 192, University of Pavia, Department of Economics and Management.
  12. Agosto, Arianna & Ahelegbey, Daniel Felix & Giudici, Paolo, 2020. "Tree Networks to assess Financial Contagion," MPRA Paper 107066, University Library of Munich, Germany.
  13. Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2020. "Modeling Turning Points In Global Equity Market," DEM Working Papers Series 195, University of Pavia, Department of Economics and Management.
  14. Daniel Felix Ahelegbey, 2020. "Statistical Modelling of Downside Risk Spillovers," DEM Working Papers Series 193, University of Pavia, Department of Economics and Management.
  15. Ahelegbey, Daniel Felix & Giudici, Paolo & Hadji-Misheva, Branka, 2019. "Factorial Network Models To Improve P2P Credit Risk Management," MPRA Paper 92633, University Library of Munich, Germany.
  16. Ahelegbey, Daniel Felix & Giudici, Paolo & Hadji-Misheva, Branka, 2018. "Latent Factor Models for Credit Scoring in P2P Systems," MPRA Paper 92636, University Library of Munich, Germany, revised 11 Oct 2018.
  17. Alfred Larm Teye & Daniel Felix Ahelegbey, 2017. "Spatial and Temporal House Price Diffusion in the Netherlands: A Bayesian Network Approach," ERES eres2017_337, European Real Estate Society (ERES).
  18. Daniel Felix Ahelegbey, 2015. "The Econometrics of Networks: A Review," Working Papers 2015:13, Department of Economics, University of Venice "Ca' Foscari".
  19. Ahelegbey, Daniel Felix, 2015. "The Econometrics of Bayesian Graphical Models: A Review With Financial Application," MPRA Paper 92634, University Library of Munich, Germany, revised 25 Apr 2016.
  20. Roberto Casarin & Daniel Felix Ahelegbey & Monica Billio, 2014. "Sparse Graphical Vector Autoregression: A Bayesian Approach," Working Papers 2014:29, Department of Economics, University of Venice "Ca' Foscari".
  21. Daniel Felix Ahelegbey & Paolo Giudici, 2014. "Hierarchical Graphical Models, With Application To Systemic Risk," DEM Working Papers Series 063, University of Pavia, Department of Economics and Management.

Articles

  1. Abdelsalam, Omneya & Ahelegbey, Daniel Felix & Essanaani, Yassine, 2024. "The nexus of conventional, religious and ethical indexes during crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 95(C).
  2. Ahelegbey, Daniel Felix & Celani, Alessandro & Cerchiello, Paola, 2024. "Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment," Socio-Economic Planning Sciences, Elsevier, vol. 92(C).
  3. Ahelegbey, Daniel Felix & Billio, Monica & Casarin, Roberto, 2024. "Modeling Turning Points in the Global Equity Market," Econometrics and Statistics, Elsevier, vol. 30(C), pages 60-75.
  4. Daniel Felix Ahelegbey & Paolo Giudici, 2024. "Multidimensional Inequality Metrics for Sustainable Business Development," Mathematics, MDPI, vol. 12(22), pages 1-22, November.
  5. Daniel Felix Ahelegbey & Paolo Giudici, 2023. "Credit Scoring for Peer-to-Peer Lending," Risks, MDPI, vol. 11(7), pages 1-8, July.
  6. Daniel Felix Ahelegbey, 2022. "Statistical Modelling of Downside Risk Spillovers," FinTech, MDPI, vol. 1(2), pages 1-10, April.
  7. Arianna Agosto & Daniel Felix Ahelegbey, 2022. "Default count-based network models for credit contagion," Journal of the Operational Research Society, Taylor & Francis Journals, vol. 73(1), pages 139-152, January.
  8. Daniel Felix Ahelegbey & Paolo Giudici & Fatemeh Mojtahedi, 2022. "Crypto Asset Portfolio Selection," FinTech, MDPI, vol. 1(1), pages 1-9, February.
  9. Fianu, Emmanuel Senyo & Ahelegbey, Daniel Felix & Grossi, Luigi, 2022. "Modeling risk contagion in the Italian zonal electricity market," European Journal of Operational Research, Elsevier, vol. 298(2), pages 656-679.
  10. Ahelegbey, Daniel Felix & Giudici, Paolo, 2022. "NetVIX — A network volatility index of financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 594(C).
  11. Ahelegbey, Daniel Felix & Cerchiello, Paola & Scaramozzino, Roberta, 2022. "Network based evidence of the financial impact of Covid-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 81(C).
  12. Ahelegbey, Daniel Felix & Giudici, Paolo & Hashem, Shatha Qamhieh, 2021. "Network VAR models to measure financial contagion," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
  13. Ahelegbey, Daniel Felix & Giudici, Paolo & Mojtahedi, Fatemeh, 2021. "Tail risk measurement in crypto-asset markets," International Review of Financial Analysis, Elsevier, vol. 73(C).
  14. Fatemeh Mojtahedi & Seyed Mojtaba Mojaverian & Daniel F. Ahelegbey & Paolo Giudici, 2020. "Tail Risk Transmission: A Study of the Iran Food Industry," Risks, MDPI, vol. 8(3), pages 1-17, July.
  15. Agosto, Arianna & Ahelegbey, Daniel Felix & Giudici, Paolo, 2020. "Tree networks to assess financial contagion," Economic Modelling, Elsevier, vol. 85(C), pages 349-366.
  16. Ahelegbey, Daniel Felix & Giudici, Paolo & Hadji-Misheva, Branka, 2019. "Latent factor models for credit scoring in P2P systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 522(C), pages 112-121.
  17. Teye, Alfred Larm & Ahelegbey, Daniel Felix, 2017. "Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach," Regional Science and Urban Economics, Elsevier, vol. 65(C), pages 56-64.
  18. Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2016. "Bayesian Graphical Models for STructural Vector Autoregressive Processes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(2), pages 357-386, March.
  19. Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2016. "Sparse Graphical Vector Autoregression: A Bayesian Approach," Annals of Economics and Statistics, GENES, issue 123-124, pages 333-361.

Chapters

  1. Daniel Felix Ahelegbey & Paolo Giudici, 2014. "Bayesian Selection of Systemic Risk Networks," Advances in Econometrics, in: Bayesian Model Comparison, volume 34, pages 117-153, Emerald Group Publishing Limited.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 21 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-NET: Network Economics (10) 2015-06-13 2020-02-10 2020-03-02 2020-03-02 2020-12-21 2020-12-21 2020-12-21 2020-12-21 2021-03-01 2021-04-19. Author is listed
  2. NEP-RMG: Risk Management (10) 2014-01-17 2015-06-13 2019-03-25 2020-04-06 2020-05-18 2020-05-18 2020-12-21 2020-12-21 2021-02-15 2021-03-01. Author is listed
  3. NEP-ORE: Operations Research (8) 2015-04-02 2020-04-06 2020-05-18 2020-05-18 2020-12-21 2020-12-21 2020-12-21 2021-02-15. Author is listed
  4. NEP-ECM: Econometrics (5) 2014-01-17 2015-04-02 2015-06-13 2020-03-02 2020-12-21. Author is listed
  5. NEP-URE: Urban and Real Estate Economics (4) 2015-06-13 2018-05-21 2019-03-25 2019-03-25
  6. NEP-CFN: Corporate Finance (3) 2015-06-13 2020-12-21 2021-04-19
  7. NEP-FMK: Financial Markets (3) 2020-04-06 2020-12-21 2021-02-15
  8. NEP-MAC: Macroeconomics (3) 2015-04-02 2020-12-21 2021-04-19
  9. NEP-PAY: Payment Systems and Financial Technology (3) 2019-03-25 2019-03-25 2020-04-06
  10. NEP-EEC: European Economics (2) 2019-03-25 2021-04-19
  11. NEP-AGR: Agricultural Economics (1) 2020-05-18
  12. NEP-ARA: MENA - Middle East and North Africa (1) 2020-05-18
  13. NEP-BAN: Banking (1) 2014-01-17
  14. NEP-CWA: Central and Western Asia (1) 2021-02-15
  15. NEP-ENE: Energy Economics (1) 2020-03-02
  16. NEP-ENT: Entrepreneurship (1) 2019-03-25
  17. NEP-ETS: Econometric Time Series (1) 2015-04-02
  18. NEP-EUR: Microeconomic European Issues (1) 2020-03-02
  19. NEP-FDG: Financial Development and Growth (1) 2020-12-21
  20. NEP-IAS: Insurance Economics (1) 2019-03-25
  21. NEP-MON: Monetary Economics (1) 2020-12-21
  22. NEP-REG: Regulation (1) 2020-03-02

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